Estimation de Yule-Walker d’un CAR(p) observé à temps discret
Annales de l'I.H.P. Probabilités et statistiques, Volume 38 (2002) no. 6, p. 1093-1100
@article{AIHPB_2002__38_6_1093_0,
     author = {Souchet, Sandie and Guyon, Xavier},
     title = {Estimation de Yule-Walker d'un CAR($p$) observ\'e \`a temps discret},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     publisher = {Elsevier},
     volume = {38},
     number = {6},
     year = {2002},
     pages = {1093-1100},
     zbl = {1011.62098},
     language = {fr},
     url = {http://www.numdam.org/item/AIHPB_2002__38_6_1093_0}
}
Souchet, Sandie; Guyon, Xavier. Estimation de Yule-Walker d’un CAR($p$) observé à temps discret. Annales de l'I.H.P. Probabilités et statistiques, Volume 38 (2002) no. 6, pp. 1093-1100. http://www.numdam.org/item/AIHPB_2002__38_6_1093_0/

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